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April 10th, 2015, 08:47 AM   #1
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Derivative of a scalar function w.r.t. a matrix

I need to calculate derivative of the following function with respect to matrix X:

$\displaystyle f(X)=||diag(X^TX)||_2^2$

where $\displaystyle diag()$ returns diagonal elements of a matrix into a vector. How can I calculate $\displaystyle \frac {\partial f(X)} {\partial X}$?

Thanks in advance!

Last edited by mnnejati; April 10th, 2015 at 08:49 AM.
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